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SI-BONE, Inc. Common Stock SIBN

i

Market dataready · fetched 2026-11-07T01:54:22.722Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:00:01.774139185Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:54:20.226704+00:00

Share price$24.24
1D+2.7%
AH$23.47$23.76$24.04$24.32$24.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIBN
Sold putSold callAH

SI-BONE, Inc. Common Stock options

Live interpolated SIBN call and put midpoint premiums by absolute delta.SI-BONE, Inc. Common Stock$0.55$1.20$1.86$2.51$3.17$18.01$21.22$24.43$27.65$30.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SIBN spot · $24.24SIBN PRICE$0.62$0.89$1.15$1.42$1.68$1.95$2.21$2.55$2.98$1.28$1.66$1.77$1.86$1.91$1.96$2.01
Puts——
Calls——
Skew——
Implied moveBearish±$3.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.91195.6%27.3%
25Δ20.18194.4%23.6%
30Δ21.45168.1%18.8%
35Δ22.62143.8%14.4%
40Δ24.8444.3%5.0%23.26128.4%11.9%
45Δ24.4848.4%4.7%23.90112.9%9.5%
50Δ24.1352.5%4.3%24.5597.5%7.0%
55Δ23.7856.6%3.9%
60Δ23.4260.7%3.6%
65Δ23.0764.8%3.2%
70Δ22.7168.9%2.8%
75Δ22.2870.4%2.4%
80Δ21.7268.0%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.91
IV
195.6%
B/E move
27.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.18
IV
194.4%
B/E move
23.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.45
IV
168.1%
B/E move
18.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.62
IV
143.8%
B/E move
14.4%

40Δ

Calls
Pseudo strike
24.84
IV
44.3%
B/E move
5.0%
Puts
Pseudo strike
23.26
IV
128.4%
B/E move
11.9%

45Δ

Calls
Pseudo strike
24.48
IV
48.4%
B/E move
4.7%
Puts
Pseudo strike
23.90
IV
112.9%
B/E move
9.5%

50Δ

Calls
Pseudo strike
24.13
IV
52.5%
B/E move
4.3%
Puts
Pseudo strike
24.55
IV
97.5%
B/E move
7.0%

55Δ

Calls
Pseudo strike
23.78
IV
56.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.42
IV
60.7%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.07
IV
64.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.71
IV
68.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.28
IV
70.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.72
IV
68.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.05%
Daily EOD
SIBN61.4%66.1%70.8%2026-10-19: 65.23%2026-10-20: 63.12%2026-10-21: 63.78%2026-10-22: 65.06%2026-10-23: 63.37%2026-10-26: 70.17%2026-10-27: 64.12%2026-10-28: 66.81%2026-10-29: 62.02%2026-10-30: 70.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.23%
63.12%
63.78%
65.06%
63.37%
70.17%
64.12%
66.81%
62.02%
70.05%